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A Bernstein-type exponential inequality for (generalized) canonical U-statistics of order 2 is obtained and the Rosenthal and Hoffmann-J{\o}rgensen inequalities for sums of independent random variables are extended to (generalized)…

Probability · Mathematics 2015-01-06 Evarist Giné , Rafał Latała , Joel Zinn

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

Probability · Mathematics 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

We develop a class of exponential bounds for the probability that a martingale sequence crosses a time-dependent linear threshold. Our key insight is that it is both natural and fruitful to formulate exponential concentration inequalities…

Probability · Mathematics 2025-12-18 Steven R. Howard , Aaditya Ramdas , Jon McAuliffe , Jasjeet Sekhon

A detailed analysis of conditions on 2-body interaction potential, which ensure stability, superstability or strong superstability of statistical systems is given. There has been given the connection between conditions of superstability…

Mathematical Physics · Physics 2008-06-11 Oleksey Rebenko , Maksym Tertychnyi

Higher-order processes with parameterization are capable of abstraction and application (migrated from the lambda-calculus), and thus are computationally more expressive. For the minimal higher-order concurrency, it is well-known that the…

Logic in Computer Science · Computer Science 2021-08-25 Xian Xu , Wenbo Zhang

We study the sequence alignment problem and its independent version, the discrete Hammersley process with an exploration penalty. We obtain rigorous upper bounds for the number of optimality regions in both models near the soft edge. At…

Probability · Mathematics 2018-03-14 Nicos Georgiou , Janosch Ortmann

We consider a thought experiment where the preparation of a macroscopically massive or charged particle in a quantum superposition and the associated dynamics of a distant test particle apparently allow for superluminal communication. We…

Quantum Physics · Physics 2016-03-10 Andrea Mari , Giacomo De Palma , Vittorio Giovannetti

Consider the linear stochastic differential equation (SDE) on $\mathbb{R}^n$: \[\mathrm {d}{X}_t=AX_t\,\mathrm{d}t+B\,\mathrm{d}L_t,\] where $A$ is a real $n\times n$ matrix, $B$ is a real $n\times d$ real matrix and $L_t$ is a L\'{e}vy…

Probability · Mathematics 2012-01-06 Feng-Yu Wang

The Belinkskii, Khalatnikov and Lifshitz conjecture says that as one approaches space-like singularities in general relativity, 'time derivatives dominate over spatial derivatives' so that the dynamics at any spatial point is well captured…

General Relativity and Quantum Cosmology · Physics 2009-06-10 Abhay Ashtekar , Adam Henderson , David Sloan

About forty years ago it was realized by several researchers that the essential features of certain objects of Probability theory, notably Gaussian processes and limit theorems, may be better understood if they are considered in settings…

Probability · Mathematics 2016-08-16 Evarist Giné , Vladimir Koltchinskii , Wenbo Li , Joel Zinn

We investigate the interplay between three possible properties of stationary point processes: i) Finite Coulomb energy with short-scale regularization, ii) Finite $2$-Wasserstein transportation distance to the Lebesgue measure and iii)…

Probability · Mathematics 2025-11-26 Martin Huesmann , Thomas Leblé

We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…

Probability · Mathematics 2017-06-09 Soukaina Douissi , Khalifa Es-Sebaiy , Frederi G. Viens

Let $\mathcal P_2$ be the space of probability measures on $\R^d$ having finite second moment, and consider the Riemannian structure on $\mathcal P_2$ induced by the intrinsic derivative on the $L^2$-tangent space. By using stochastic…

Probability · Mathematics 2024-03-15 Panpan Ren , Feng-Yu Wang

In this work, we investigate the notion of time and unitarity in the vicinity of a bounce in quantum cosmology, that is, a turning point for the scale factor. Because WKB methods drastically fail near a turning point, the scale factor…

General Relativity and Quantum Cosmology · Physics 2014-07-02 Antonin Coutant

The Ostrogradsky theorem states that any classical Lagrangian that contains time derivatives higher than the first order and is nondegenerate with respect to the highest-order derivatives leads to an unbounded Hamiltonian which linearly…

High Energy Physics - Theory · Physics 2020-09-08 Hayato Motohashi , Teruaki Suyama

We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…

Probability · Mathematics 2022-06-07 Sara Mazzonetto , Paolo Pigato

We study a class of stationary processes indexed by $\Z^d$ that are defined via minors of $d$-dimensional (multilevel) Toeplitz matrices. We obtain necessary and sufficient conditions for phase multiplicity (the existence of a phase…

Probability · Mathematics 2010-04-27 Russell Lyons , Jeffrey E. Steif

We prove that the Hausdorff dimension of the set of points where a function in the Zygmund class in the euclidean space has bounded divided differences, is bigger or equal to 1. A similar result for functions in the Small Zygmund class is…

Classical Analysis and ODEs · Mathematics 2014-02-26 Juan Jesus Donaire , Jose G. Llorente , Artur Nicolau

We consider a perturbation of a Hilbert space-valued Ornstein--Uhlenbeck process by a class of singular nonlinear non-autonomous maximal monotone time-dependent drifts. The only further assumption on the drift is that it is bounded on balls…

Probability · Mathematics 2020-06-16 Maria Gordina , Michael Röckner , Alexander Teplyaev

Recently Alan D. Sokal gave a very short and completely elementary proof of the uniform boundedness principle. The aim of this note is to point out that by using a similiar technique one can give a considerably short and simple proof of a…

Functional Analysis · Mathematics 2012-04-11 Jan-David Hardtke